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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes
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410 views

(Expected) Size of smallest singular value of a Vandermonde matrix associated to roots of po...

Let $n,H$ two fixed positive integers. Let $P\in\mathbb{Z}[X]$ a monic integral polynomial of height $H$ and degree $n$ taken uniformly at random (i.e. each of the $n$ free coefficients of $P$ is sam …